+148.8%
AME vs LCID
-96.8%
+245.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -11.3% | +11.9% | +1.0% |
| 7D | +8.1% | +9.2% | -1.1% | +7.6% |
| 30D | -3.8% | -3.0% | -0.8% | -3.8% |
| 3M | -6.6% | -50.2% | +43.6% | -4.2% |
| 6M | +4.6% | -45.8% | +50.4% | +6.1% |
| YTD | +17.9% | -69.2% | +87.1% | +22.2% |
| 1Y | +23.2% | -80.4% | +103.6% | +29.8% |
| 3Y | +62.9% | -91.4% | +154.4% | +73.6% |
| 5Y | +77.5% | -99.3% | +176.8% | +97.0% |
| All | +148.8% | -96.8% | +245.6% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling